+653.5%
APP vs OUST
+554.0%
+99.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +1.9% |
| 7D | +0.9% | +5.2% | -4.3% | -0.1% |
| 30D | -23.3% | -19.3% | -4.0% | -20.7% |
| 3M | -42.6% | -22.6% | -20.0% | -41.8% |
| 6M | -33.6% | +62.8% | -96.4% | -43.6% |
| YTD | -52.4% | +68.3% | -120.8% | -60.0% |
| 1Y | -35.9% | +28.5% | -64.4% | -44.6% |
| All | +653.5% | +554.0% | +99.5% | +288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling